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Talagrand's inequality for independent Bernoulli random variables is extended to many interacting particle systems (IPS). The main assumption is that the IPS satisfies a log-Sobolev inequality. In this context it is also shown that a…

概率论 · 数学 2014-05-23 Florian Völlering

Optimal transport (OT) is a popular measure to compare probability distributions. However, OT suffers a few drawbacks such as (i) a high complexity for computation, (ii) indefiniteness which limits its applicability to kernel machines. In…

机器学习 · 计算机科学 2022-02-23 Tam Le , Truyen Nguyen , Dinh Phung , Viet Anh Nguyen

Kullback-Leibler relative-entropy has unique properties in cases involving distributions resulting from relative-entropy minimization. Tsallis relative-entropy is a one parameter generalization of Kullback-Leibler relative-entropy in the…

数学物理 · 物理学 2009-11-11 Ambedkar Dukkipati , M. Narasimha Murty , Shalabh Bhatnagar

In this work, we connect the problem of bounding the expected generalisation error with transportation-cost inequalities. Exposing the underlying pattern behind both approaches we are able to generalise them and go beyond Kullback-Leibler…

信息论 · 计算机科学 2022-03-28 Amedeo Roberto Esposito , Michael Gastpar

We solve Talagrand's entropy problem: the L_2-covering numbers of every uniformly bounded class of functions are exponential in its shattering dimension. This extends Dudley's theorem on classes of {0,1}-valued functions, for which the…

泛函分析 · 数学 2016-12-23 S. Mendelson , R. Vershynin

Learning conditional distributions is challenging because the desired outcome is not a single distribution but multiple distributions that correspond to multiple instances of the covariates. We introduce a novel neural entropic optimal…

机器学习 · 计算机科学 2024-06-05 Bao Nguyen , Binh Nguyen , Hieu Trung Nguyen , Viet Anh Nguyen

We prove the well-posedness of entropy solutions for a wide class of nonlocal transport equations with nonlinear mobility in one spatial dimension. The solution is obtained as the limit of approximations constructed via a deterministic…

偏微分方程分析 · 数学 2025-09-25 Simone Fagioli , Oliver Tse

Multilinear trace restriction inequalities are obtained for Hardy's inequality. More generally, detailed development is given for new multilinear forms for Young's convolution inequality, and a new proof for the multilinear…

偏微分方程分析 · 数学 2013-11-27 William Beckner

During the last decade Optimal Transport had a relevant role in the study of geometry of singular spaces that culminated with the Lott-Sturm-Villani theory. The latter is built on the characterisation of Ricci curvature lower bounds in…

度量几何 · 数学 2020-05-04 Fabio Cavalletti , Nicola Gigli , Flavia Santarcangelo

For $f$ convex and increasing, we prove the inequality $ \int f(|U'|) \geq \int f(nT')$, every time that $U$ is a Sobolev function of one variable and $T$ is the non-decreasing map defined on the same interval with the same image measure as…

偏微分方程分析 · 数学 2016-12-30 Jean Louet , Filippo Santambrogio

*First-principles derivation of the entropy production in erectric static conduction. *The second-order (symmetric) density matrix contributes to the entropy production. *New schemes of steady states formulated using a relaxation-type von…

统计力学 · 物理学 2011-03-31 Masuo Suzuki

In this paper, we study transport features of a one-dimensional beam-plasma system in the presence of multiple resonances. As a model description of the general problem of a warm energetic particle beam, we assume $n$ cold supra-thermal…

等离子体物理 · 物理学 2015-09-07 Nakia Carlevaro , Matteo V. Falessi , Giovanni Montani , Fulvio Zonca

This paper develops a new divergence that generalizes relative entropy and can be used to compare probability measures without a requirement of absolute continuity. We establish properties of the divergence, and in particular derive and…

概率论 · 数学 2019-11-19 Paul Dupuis , Yixiang Mao

It is known that linear advection equations with Sobolev velocity fields have very poor regularity properties: Solutions propagate only derivatives of logarithmic order, which can be measured in terms of suitable Gagliardo seminorms. We…

偏微分方程分析 · 数学 2024-04-29 David Meyer , Christian Seis

We investigate the small regularization limit of entropic optimal transport when the cost function is the Euclidean distance in dimensions $d > 1$, and the marginal measures are absolutely continuous with respect to the Lebesgue measure.…

概率论 · 数学 2025-08-15 Shrey Aryan , Promit Ghosal

Fix probability densities $f$ and $g$ on open sets $X \subset \mathbf{R}^m$ and $Y \subset \mathbf{R}^n$ with $m\ge n\ge1$. Consider transporting $f$ onto $g$ so as to minimize the cost $-s(x,y)$. We give a non-degeneracy condition (a) on…

偏微分方程分析 · 数学 2021-02-25 Pierre-André Chiappori , Robert J McCann , Brendan Pass

Using known entropic and information inequalities new inequalities for some classical polynomials are obtained. Examples of Jacobi and Legendre polynomials are considered.

数学物理 · 物理学 2014-06-30 V. I. Man'ko , L. A. Markovich

In this note, we study inequality and limit theory under sublinear expectations. We mainly prove Doob's inequality for submartingale and Kolmogrov's inequality. By Kolmogrov's inequality, we obtain a special version of Kolmogrov's law of…

概率论 · 数学 2015-06-19 Ze-Chun Hu , Yan-Zhi Yang

In these notes we present some recent results concerning the non-uniqueness of solutions to the transport equation, obtained in collaboration with Gabriel Sattig and Laszlo Szekelyhidi.

偏微分方程分析 · 数学 2019-03-13 Stefano Modena

We continue our investigation on the transportation-information inequalities $W_pI$ for a symmetric markov process, introduced and studied in \cite{GLWY}. We prove that $W_pI$ implies the usual transportation inequalities $W_pH$, then the…

概率论 · 数学 2009-02-13 Arnaud Guillin , Christian Leonard , Feng-Yu Wang , Liming Wu